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~isPartOf:"Econometric Institute research papers"
~person:"Allen, David E."
~person:"Girma, Sourafel"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Elektronikindustrie"
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Search: subject_exact:"Spillovers"
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ARCH model
Elektronikindustrie
Spillover effect
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Spillover-Effekt
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Allen, David E.
Girma, Sourafel
McAleer, Michael
Chang, Chia-Lin
8
Tansuchat, Roengchai
3
Chang, Chia-Ling
1
Hakim, Abdul
1
Hammoudeh, Shawkat M.
1
Hsu, Hui-kuang
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Khamkaew, Thanchanok
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Singh, Abhay Kumar
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Econometric Institute research papers
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10
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3
International review of economics & finance : IREF
2
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 2018-052/III
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Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
2
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
3
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
4
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
5
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
6
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
7
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
8
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
9
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Ling
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003909585
Saved in:
10
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
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